public ProductPathFlowCalculator(IPathFlowCalculator <double[], IFixing[]> fixingPathCalculator,
IPathFlowCalculator <double[], PaymentInfo[]> numerairePathCalc,
IProductPathFlow productPathFlow)
{
this.fixingPathCalculator = fixingPathCalculator;
this.numerairePathCalc = numerairePathCalc;
this.productPathFlow = productPathFlow;
//Buffers initialization
fixingsPath = fixingPathCalculator.NewPathFlow();
numerairePath = numerairePathCalc.NewPathFlow();
}
public PathFlows <TFlow, TLabel> NewPath()
{
return(flowPathCalculator.NewPathFlow());
}
